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Author: Moshe Shaked
Publisher: Springer Science & Business Media
ISBN: 0387346759
Category : Mathematics
Languages : en
Pages : 473
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Book Description
This reference text presents comprehensive coverage of the various notions of stochastic orderings, their closure properties, and their applications. Some of these orderings are routinely used in many applications in economics, finance, insurance, management science, operations research, statistics, and various other fields. And the value of the other notions of stochastic orderings needs further exploration. This book is an ideal reference for those interested in decision making under uncertainty and interested in the analysis of complex stochastic systems. It is suitable as a text for advanced graduate course on stochastic ordering and applications.
Author: Moshe Shaked
Publisher: Springer Science & Business Media
ISBN: 0387346759
Category : Mathematics
Languages : en
Pages : 473
Get Book
Book Description
This reference text presents comprehensive coverage of the various notions of stochastic orderings, their closure properties, and their applications. Some of these orderings are routinely used in many applications in economics, finance, insurance, management science, operations research, statistics, and various other fields. And the value of the other notions of stochastic orderings needs further exploration. This book is an ideal reference for those interested in decision making under uncertainty and interested in the analysis of complex stochastic systems. It is suitable as a text for advanced graduate course on stochastic ordering and applications.
Author: Haijun Li
Publisher: Springer Science & Business Media
ISBN: 1461468922
Category : Mathematics
Languages : en
Pages : 442
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Book Description
Stochastic Orders in Reliability and Risk Management is composed of 19 contributions on the theory of stochastic orders, stochastic comparison of order statistics, stochastic orders in reliability and risk analysis, and applications. These review/exploratory chapters present recent and current research on stochastic orders reported at the International Workshop on Stochastic Orders in Reliability and Risk Management, or SORR2011, which took place in the City Hotel, Xiamen, China, from June 27 to June 29, 2011. The conference’s talks and invited contributions also represent the celebration of Professor Moshe Shaked, who has made comprehensive, fundamental contributions to the theory of stochastic orders and its applications in reliability, queueing modeling, operations research, economics and risk analysis. This volume is in honor of Professor Moshe Shaked. The work presented in this volume represents active research on stochastic orders and multivariate dependence, and exemplifies close collaborations between scholars working in different fields. The Xiamen Workshop and this volume seek to revive the community workshop tradition on stochastic orders and dependence and strengthen research collaboration, while honoring the work of a distinguished scholar.
Author: Karl C. Mosler
Publisher: IMS
ISBN: 9780940600263
Category : Education
Languages : en
Pages : 414
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Book Description
Author: Karl Mosler
Publisher: Springer Science & Business Media
ISBN: 3642499724
Category : Mathematics
Languages : en
Pages : 385
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Book Description
A bibliography on stochastic orderings. Was there a real need for it? In a time of reference databases as the MathSci or the Science Citation Index or the Social Science Citation Index the answer seems to be negative. The reason we think that this bibliog raphy might be of some use stems from the frustration that we, as workers in the field, have often experienced by finding similar results being discovered and proved over and over in different journals of different disciplines with different levels of mathematical so phistication and accuracy and most of the times without cross references. Of course it would be very unfair to blame an economist, say, for not knowing a result in mathematical physics, or vice versa, especially when the problems and the languages are so far apart that it is often difficult to recognize the analogies even after further scrutiny. We hope that collecting the references on this topic, regardless of the area of application, will be of some help, at least to pinpoint the problem. We use the term stochastic ordering in a broad sense to denote any ordering relation on a space of probability measures. Questions that can be related to the idea of stochastic orderings are as old as probability itself. Think for instance of the problem of comparing two gambles in order to decide which one is more favorable.
Author: Moshe Shaked
Publisher:
ISBN:
Category : Stochastic orders
Languages : en
Pages : 580
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Book Description
Stochastic orders and inequalities are being used at an accelerated rate in many diverse areas of probability and statistics. This book provides the first unified, systematic, and accessible treatment of stochasticorders, addressing the growing importance of these orders with the presentation of numerous results that illustrate their usefulness and applicability. Ten insightful chapters emphasize the applications by specialists in probability and statistics, economics, operations research, and reliability theory. Applications include multivariate variability, epidemics, comparisons of risk and risk aversion, scheduling, and systems reliability theory.
Author: Maxim Finkelstein
Publisher: Springer Science & Business Media
ISBN: 1848009860
Category : Technology & Engineering
Languages : en
Pages : 290
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Book Description
“Failure Rate Modeling for Reliability and Risk” focuses on reliability theory, and to the failure rate (hazard rate, force of mortality) modeling and its generalizations to systems operating in a random environment and to repairable systems. The failure rate is one of the crucial probabilistic characteristics for a number of disciplines; including reliability, survival analysis, risk analysis and demography. The book presents a systematic study of the failure rate and related indices, and covers a number of important applications where the failure rate plays the major role. Applications in engineering systems are studied, together with some actuarial, biological and demographic examples. The book provides a survey of this broad and interdisciplinary subject which will be invaluable to researchers and advanced students in reliability engineering and applied statistics, as well as to demographers, econometricians, actuaries and many other mathematically oriented researchers.
Author: Felix Belzunce
Publisher: Academic Press
ISBN: 0128038268
Category : Mathematics
Languages : en
Pages : 174
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Book Description
An Introduction to Stochastic Orders discusses this powerful tool that can be used in comparing probabilistic models in different areas such as reliability, survival analysis, risks, finance, and economics. The book provides a general background on this topic for students and researchers who want to use it as a tool for their research. In addition, users will find detailed proofs of the main results and applications to several probabilistic models of interest in several fields, and discussions of fundamental properties of several stochastic orders, in the univariate and multivariate cases, along with applications to probabilistic models. Introduces stochastic orders and its notation Discusses different orders of univariate stochastic orders Explains multivariate stochastic orders and their convex, likelihood ratio, and dispersive orders
Author: George Deodatis
Publisher: CRC Press
ISBN: 1315884887
Category : Technology & Engineering
Languages : en
Pages : 1112
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Book Description
Safety, Reliability, Risk and Life-Cycle Performance of Structures and Infrastructures contains the plenary lectures and papers presented at the 11th International Conference on STRUCTURAL SAFETY AND RELIABILITY (ICOSSAR2013, New York, NY, USA, 16-20 June 2013), and covers major aspects of safety, reliability, risk and life-cycle performance of str
Author: Subhash C. Kochar
Publisher: Springer Nature
ISBN: 303112104X
Category : Mathematics
Languages : en
Pages : 280
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Book Description
This book emphasizes the use of stochastic orders as motivational tools for developing new statistical procedures. Stochastic orders have found useful applications in many disciplines, including reliability theory, survival analysis, risk theory, finance, nonparametric methods, economics and actuarial science. Written by a statistician, this volume clarifies the connection between stochastic orders and nonparametric methods. The importance of order statistics and spacings is well recognized. Classically, they mainly focus on the case when the observations are independent and identically distributed, however, several new developments have extended the comparison of order statistics to the case of non-identically distributed or non-independent observations. In addition to giving a detailed discussion of various topics in the general area of stochastic orders, a substantial part of the book is devoted to recent research on stochastic comparisons of order statistics and spacings, including a long chapter on dependence among them. The book will be useful for graduate students and researchers in statistics, economics, actuarial science and other related disciplines. In particular, with close to 300 references, it will be a valuable resource for reliability theorists, applied probabilists and statisticians. Readers are expected to have taken a first-year graduate level course in mathematical statistics or in applied probability.
Author: Hoang Pham
Publisher: Springer Nature
ISBN: 1447175034
Category : Technology & Engineering
Languages : en
Pages : 1136
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Book Description
In today’s global and highly competitive environment, continuous improvement in the processes and products of any field of engineering is essential for survival. This book gathers together the full range of statistical techniques required by engineers from all fields. It will assist them to gain sensible statistical feedback on how their processes or products are functioning and to give them realistic predictions of how these could be improved. The handbook will be essential reading for all engineers and engineering-connected managers who are serious about keeping their methods and products at the cutting edge of quality and competitiveness.
